Mg _x Zn_1−x O alloy films with Mg concentration ranging from 0 to 0.5 were fabricated by a pulsed laser deposition method. The effect of Mg content on the microstructure and resistive switching behaviour was investigated. It was found that the film structure changed from pure hexagonal to a coexistence of hexagonal and cubic with increasing Mg content from 0 to 0.5. In addition, the ratio of the high-resistance state to the low-resistance state improved from ∼14 to ∼2 × 10⁸. Furthermore, rapid thermal annealing of the samples reduced the forming voltage from ∼18 V to ∼10 V. The resistive switching behaviour in the Mg _x Zn_1−x O films was explained by the filament model based on the variation of band gap and crystalline grains induced by the Mg content modulation and the thermal treatment.